Vanguard Core Bond Etf Performance
| VCRB Etf | 77.38 0.13 0.17% |
The entity has a beta of 0.0842, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Core is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Core Bond are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Vanguard Core is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Vanguard |
Vanguard Core Relative Risk vs. Return Landscape
If you would invest 7,503 in Vanguard Core Bond on December 23, 2024 and sell it today you would earn a total of 235.00 from holding Vanguard Core Bond or generate 3.13% return on investment over 90 days. Vanguard Core Bond is currently generating 0.051% in daily expected returns and assumes 0.2822% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Vanguard, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Vanguard Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Core Bond, and traders can use it to determine the average amount a Vanguard Core's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1806
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | VCRB | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.28 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Vanguard Core is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Core by adding it to a well-diversified portfolio.
About Vanguard Core Performance
By analyzing Vanguard Core's fundamental ratios, stakeholders can gain valuable insights into Vanguard Core's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Vanguard Core has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Vanguard Core has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.